"He once said that he'd like to die 'in my own bed, at the age of 80, with a belly full of wine and a girl's mouth around my cock,'" Peter continues. "I like to think that was a premonition. That's how he's going to go."

Plus, Peter is also basing his sense of security on the source material.

"People who have read all the George R.R. Martin books that the show is based on tell me Tyrion's still alive," Peter says. "We're only on Season 3, and there are five books. Tyrion hasn't been killed yet, so I feel pretty secure."

However, Peter acknowledges that on this show, you never know.

"It's amazing how many major characters get killed this season," Peter points out.